-6.7%
IP vs BUD
+31.7%
-38.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -0.9% | -1.6% | +0.7% | -0.1% |
| 30D | +6.7% | +6.7% | 0.0% | +3.0% |
| 3M | -16.6% | +5.9% | -22.4% | -19.2% |
| 6M | +6.0% | +5.1% | +0.9% | +2.3% |
| YTD | -10.7% | +32.9% | -43.6% | -27.9% |
| 1Y | -6.7% | +31.8% | -38.5% | -24.2% |
| All | -6.7% | +31.7% | -38.4% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling